Instead of manipulating your registry I would prefer to create a shortcut in the startup path. You can do this with the help of the Windows Scripting Host COM Library.
1. Add Reference: Windows Script Host Object Model from COM tab in Visual Studio
2. add to your code:
Imports IWshRuntimeLibrary
3. Implement a function that creates a shortcut in the startup directory redirecting to your application:
Dim WshShell As WshShellClass = New WshShellClass
Dim MyShortcut As IWshRuntimeLibrary.IWshShortcut
Dim StartupFolder As String = Environment.GetFolderPath(Environment.SpecialFolder.Startup)
MyShortcut = CType(WshShell.CreateShortcut(StartupFolder & "MyShortcut.lnk"), IWshRuntimeLibrary.IWshShortcut)
MyShortcut.TargetPath = "PATH_TO_YOUR_APP"
MyShortcut.Save()
Hope this helps! But code is untested ;)